+5,025.2%
AON vs ROK
+15,675.2%
-10,650.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -3.2% | +2.8% | -6.0% | -3.9% |
| 30D | -11.9% | -2.4% | -9.5% | -11.3% |
| 3M | -2.9% | -4.7% | +1.8% | -2.2% |
| 6M | -6.8% | +16.8% | -23.6% | -11.6% |
| YTD | -10.1% | +11.4% | -21.4% | -13.9% |
| 1Y | -14.2% | +26.2% | -40.4% | -20.8% |
| 3Y | -3.3% | +51.9% | -55.1% | -17.6% |
| 5Y | +13.6% | +46.4% | -32.8% | -4.1% |
| 10Y | +209.2% | +343.5% | -134.4% | +86.7% |
| All | +5,025.2% | +15,675.2% | -10,650.0% | +1,171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling